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TILGX vs. EWL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

TILGX vs. EWL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) and iShares MSCI Switzerland ETF (EWL). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
11.04%
-0.12%
TILGX
EWL

Returns By Period

In the year-to-date period, TILGX achieves a 25.61% return, which is significantly higher than EWL's -0.01% return. Over the past 10 years, TILGX has outperformed EWL with an annualized return of 14.77%, while EWL has yielded a comparatively lower 5.88% annualized return.


TILGX

YTD

25.61%

1M

3.20%

6M

11.04%

1Y

32.29%

5Y (annualized)

17.10%

10Y (annualized)

14.77%

EWL

YTD

-0.01%

1M

-6.51%

6M

-0.12%

1Y

7.61%

5Y (annualized)

6.17%

10Y (annualized)

5.88%

Key characteristics


TILGXEWL
Sharpe Ratio1.810.61
Sortino Ratio2.340.92
Omega Ratio1.341.11
Calmar Ratio2.370.64
Martin Ratio9.272.16
Ulcer Index3.48%3.52%
Daily Std Dev17.88%12.43%
Max Drawdown-52.16%-51.62%
Current Drawdown-2.01%-10.54%

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TILGX vs. EWL - Expense Ratio Comparison

TILGX has a 0.40% expense ratio, which is lower than EWL's 0.50% expense ratio.


EWL
iShares MSCI Switzerland ETF
Expense ratio chart for EWL: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for TILGX: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Correlation

-0.50.00.51.00.7

The correlation between TILGX and EWL is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

TILGX vs. EWL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) and iShares MSCI Switzerland ETF (EWL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for TILGX, currently valued at 1.81, compared to the broader market-1.000.001.002.003.004.005.001.810.61
The chart of Sortino ratio for TILGX, currently valued at 2.34, compared to the broader market0.005.0010.002.340.92
The chart of Omega ratio for TILGX, currently valued at 1.34, compared to the broader market1.002.003.004.001.341.11
The chart of Calmar ratio for TILGX, currently valued at 2.37, compared to the broader market0.005.0010.0015.0020.002.370.64
The chart of Martin ratio for TILGX, currently valued at 9.27, compared to the broader market0.0020.0040.0060.0080.00100.009.272.16
TILGX
EWL

The current TILGX Sharpe Ratio is 1.81, which is higher than the EWL Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of TILGX and EWL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.81
0.61
TILGX
EWL

Dividends

TILGX vs. EWL - Dividend Comparison

TILGX's dividend yield for the trailing twelve months is around 0.18%, less than EWL's 2.15% yield.


TTM20232022202120202019201820172016201520142013
TILGX
TIAA-CREF Large-Cap Growth Fund Institutional Class
0.18%0.22%0.42%0.14%0.50%0.42%0.69%0.48%0.61%0.37%0.33%0.37%
EWL
iShares MSCI Switzerland ETF
2.15%2.12%2.04%1.73%1.45%1.85%2.56%2.05%2.75%2.58%2.49%1.83%

Drawdowns

TILGX vs. EWL - Drawdown Comparison

The maximum TILGX drawdown since its inception was -52.16%, roughly equal to the maximum EWL drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for TILGX and EWL. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.01%
-10.54%
TILGX
EWL

Volatility

TILGX vs. EWL - Volatility Comparison

TIAA-CREF Large-Cap Growth Fund Institutional Class (TILGX) has a higher volatility of 5.25% compared to iShares MSCI Switzerland ETF (EWL) at 3.87%. This indicates that TILGX's price experiences larger fluctuations and is considered to be riskier than EWL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.25%
3.87%
TILGX
EWL